Question: 9.6 Let U be an n x 1 vector with 1 as its rst element and 0s elsewhere. Consider computing the regression of U on

9.6 Let U be an n x 1 vector with 1 as its rst element and 0s elsewhere. Consider computing the regression of U on an n x p' full rank matrix X. As usual, let H = X(X'X)'1X' be the hat matrix with elements 11,]. 9.6.1 Show that the elements of the vector of tted values from the regression of U on X are the h\

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